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Loc Dong Truong, Giang Ngan Cao, H. Swint Friday and Nhien Tuyet Doan
The purpose of the study is to investigate the overreaction hypothesis in relation to the Ho Chi Minh Stock Exchange (HOSE). The data used in this study consist of a monthly price series of 392 stocks traded on the HOSE, covering the period starting on 5...
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Milica Latinovic
Pág. 55 - 64
Research Question: This study aims to empirically test the effects of the digital and sustainability announcements of twin transformation companies on their shareholder value creation. Motivation: This paper builds on the vast research regarding the Effi...
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Justin Morscheck
Pág. 21 - 37
Using intraday trading data during the 2008 financial crisis, from the Standard and Poor?s Depository Receipt (SPDR) market, we test for evidence of the informational advantage of traders. In addition, we examine the effect of pricing error on trade pric...
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Ahmed Bouteska,Boutheina Regaieg
Pág. 208 - 214
This paper aims to investigate the effect of financial analysts? recommendations on the overconfidence and over or under-reaction to previous years? earnings, as well as their impact on investment decisions in the Tunisian stock market. Literature mostly...
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Muhammad Iqbal,Buddi Wibowo
Pág. 335 - 348
Assorted types of market anomalies occur when stock prices deviate from the prediction of classical asset pricing theories. This study aims to examine asset growth anomaly where stocks with high asset growth will be followed by low returns in the subsequ...
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Sitangshu Khatua,Hemant Kumar Pradhan
Pág. 1 - 16
Market Overreaction is a very familiar and age-old craze amongst traders. Pigou (1929) defined it as a ?conducting rod along which an error of optimism or pessimism, once generated, propagates itself about the business world.? The question of whether or ...
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Thomas Frisch, Sascha Kolaric, Dirk Schiereck
This study tests for underreaction and overreaction in the South African stock market by examining abnormal returns on the stocks included in the FTSE Group Johannesburg Stock Exchange Top 40 index following large price rises and drops. The results of ou...
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Carlos Marcelo Lauretti,Eduardo Kazuo Kayo,Emerson Fernandes Marçal
Pág. 215 - 236
Academic studies have shown that returns show reversion effects, which has often been explained as market overreaction to ?rms past performance. Other studies have shown that future returns are positively related to book-to-market index (B/M), which has ...
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Cade Massey and George Wu
Pág. 932 -
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Marco Bonomo,Ivana Dall'Agnol
Pág. pp. 165 - 215
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on portfolios of winner stocks generate abnormal returns in Brazil. This type of evidence for the US stock market was interpreted by The Bondt and Thaler (1985...
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